Anic Equity¶

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Total return since start: 0.617 %¶

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Equity now: -----------------------------> 49387.16 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45325.95 Kr¶

PnL: ---------------------------------------> 269.95 Kr¶

DD now: ---------------------------------> -7.028 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:02:03.650799'

Anic Portfolio¶

Today¶

Return: 1.051 %¶

This Week¶

Return: 0.17 %¶

Total portfolio value¶

Return including deposits: 61.681 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.480000 1668.780000 199.780000 13.600000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 4.770000 2154.600000 111.600000 5.460000 2043.000000
Atrium Ljungberg B 5 3.830000 989.000000 54.000000 5.780000 935.000000
Platzer Fastigheter Holding B 12 3.590000 1004.400000 43.400000 4.520000 960.999996
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 2.800000 902.400000 38.400000 4.440000 864.000000
Catena 2 3.190000 828.800000 36.800000 4.650000 792.000000
Sagax B 4 2.680000 890.000000 36.000000 4.220000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Gränges 9 2.130000 947.700000 19.700000 2.120000 927.999999
Hexatronic Group 12 1.690000 984.480000 17.480000 1.810000 966.999996
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
BioGaia B 8 1.110000 944.800000 14.800000 1.590000 930.000000
Byggmax Group 33 0.830000 960.960000 4.960000 0.520000 956.000001
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
EQT 4 0.190000 829.600000 -2.400000 -0.290000 832.000000
Biotage 7 -1.110000 932.400000 -8.600000 -0.910000 940.999997
OX2 13 0.070000 941.200000 -8.800000 -0.930000 949.999999
ASSA ABLOY B 3 -0.850000 769.200000 -9.800000 -1.260000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.310000 910.500000 -29.500000 -3.140000 940.000000
Indutrade 5 1.460000 1178.000000 -40.000000 -3.280000 1218.000000
Addnode Group B 11 -2.380000 880.000000 -41.000000 -4.450000 921.000003
Latour B 4 -0.340000 815.200000 -41.800000 -4.880000 857.000000
Vitec Software Group B 2 -0.190000 1040.000000 -47.000000 -4.320000 1087.000000
Hexagon B 26 0.460000 3406.000000 -55.000000 -1.590000 3461.000010
Bufab 3 -1.310000 1039.200000 -69.800000 -6.290000 1109.000001
BHG Group 97 2.080000 1383.220000 -75.780000 -5.190000 1458.999989
INVISIO 16 0.220000 3608.000000 -81.000000 -2.200000 3689.000000
TOTAL 45325.950000 269.950000 -7.0278% 45056.000411

Updated:¶

'2023-07-04 12:02:20.341954'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶